+31.7%
HUM vs SWK
+24.6%
+7.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.7% | -8.9% | +13.6% | +7.1% |
| 3M | +13.5% | +20.5% | -7.0% | +6.1% |
| 6M | +126.7% | +27.1% | +99.6% | +106.0% |
| YTD | +58.5% | +30.2% | +28.4% | +40.6% |
| 1Y | +31.7% | +24.8% | +7.0% | +32.9% |
| All | +31.7% | +24.6% | +7.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling